Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18.06.2021 | 5.97% | 0.34 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 97'488 | 103'488 | 83.07% | 83.07% |
17.06.2021 | 7.57% | 0.25 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 76'269 | 82'269 | 24.89% | 24.89% |
16.06.2021 | 7.83% | 0.26 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 73'763 | 79'763 | 90.85% | 90.85% |
15.06.2021 | 8.43% | 0.22 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 68'279 | 74'279 | 92.70% | 92.70% |
14.06.2021 | 9.86% | 0.20 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 57'927 | 63'927 | 88.86% | 88.86% |
11.06.2021 | 9.82% | 0.18 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 58'173 | 64'173 | 95.90% | 95.90% |
10.06.2021 | 11.59% | 0.17 | 0.21 | 150'000 | 300'000 | 318'581 | 300'000 | 51'341 | 54'397 | 76.19% | 82.26% |
09.06.2021 | 11.35% | 0.13 | 0.14 | 390'000 | 300'000 | 484'753 | 300'000 | 42'051 | 29'337 | 96.95% | 96.95% |
08.06.2021 | 13.79% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 34'170 | 23'502 | 100.00% | 100.00% |